Fatigue is highly prevalent among multiple sclerosis (MS) patients and has pervasive adverse effects on daily functioning and quality of life. The investigators found in a recent study that obstructive sleep apnea-hypopnea (OSAH) is the most common sleep abnormality in multiple sclerosis (MS) patients. There was also a significant relationship between OSAH and higher fatigue scores in MS patients. Preliminary work from the investigators in this group of subjects shows that treatment of sleep disorders (mostly OSAH) can improve fatigue and other symptoms in some MS patients. However, it is now necessary to systemically test the effect of OSAH treatment in a randomized, controlled study, to be sure that it really does improve fatigue and other symptoms. The best treatment for OSAH in the general population is continuous positive airway pressure (CPAP). This treatment has been well tolerated by most MS patients who have used the device at the investigators' center. This project will therefore be a randomized, controlled, clinical trial of CPAP in MS patients with OSAH. The effects of six months of CPAP treatment on fatigue as well as sleep quality, somnolence, pain, disability, and quality of life will be studied.